Pages that link to "Item:Q1755841"
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The following pages link to Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841):
Displaying 3 items.
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Research on probability mean-lower semivariance-entropy portfolio model with background risk (Q783139) (← links)
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
